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# schochastics/sampleEntropy.cpp

Last active Feb 7, 2018
Calculate Sample Entropy in Rcpp
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 #include using namespace Rcpp; // [[Rcpp::export]] double SampleEntropy(NumericVector data, int m, double r, int N, double sd) { int Cm = 0, Cm1 = 0; double err = 0.0, sum = 0.0; err = sd * r; for (unsigned int i = 0; i < N - (m + 1) + 1; i++) { for (unsigned int j = i + 1; j < N - (m + 1) + 1; j++) { bool eq = true; //m - length series for (unsigned int k = 0; k < m; k++) { if (std::abs(data[i+k] - data[j+k]) > err) { eq = false; break; } } if (eq) Cm++; //m+1 - length series int k = m; if (eq && std::abs(data[i+k] - data[j+k]) <= err) Cm1++; } } if (Cm > 0 && Cm1 > 0) return std::log((double)Cm / (double)Cm1); else return 0.0; } /*** R ts <- c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3, 3, 0, 0, 1, 0, 0, 0, 1, 0, 0, 3, 1, 0, 1, 1, 0, 0, 0, 0, 0, 2, 0, 0, 0, 3, 0, 0, 1, 0, 0, 0, 1, 4, 0, 1, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 2, 0, 0, 0, 0, 0, 0, 0, 3, 1, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0) SampleEntropy(ts,m=2L,r=0.2,sd=sd(ts),N = as.integer(length(ts))) */
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